CBOE EFA ETF Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:120.95% (+7.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 20.49 | |
| 0.2147 | 17.51 | |
| 0.8103 | 137.45 | |
| -0.1539 | -8.99 |
Estimation Period:
Jan 2, 2008 to Feb 6, 2026
Jan 2, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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